When this happens, a grey box appears that displays Converting MacOS document, but then, seemingly at the end of the conversion, QuarkXPress crashes (the crash only occurs under Quark 4 and 5; under Quark 6, you do get a message specifically indicating which xtension is missing).
This usually happens when you are opening a Quark Mac file that depends on a specific xtension (well-known examples are the Pasteboard and the Arabic XT xtensions). The solution is to go back to the Mac and save the file without any reference to the missing xtension.